Results 51 to 60 of about 16,079 (204)
Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach [PDF]
, 2020 Marianito R. Rodrigo
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options [PDF]
We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on dividend paying stocks. We present a new integral equation to determine the price of an American call option and its free boundary ...
Frontczak, Robert, Schöbel, Rainer
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MELLIN TRANSFORM METHOD FOR SOLVING THE BLACK-SCHOLES EQUATION [PDF]
, 2014 Fares Alazemi +2 more
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Scale-Shift and Harmonic analysis approach to the Mellin transform for Discrete-time signals
, 2022 Mor Ngom, Daniel Alpay, Mamadou Mboup
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The Fractional Dunkl Laplacian: Definition and Harmonization via the Mellin Transform [PDF]
, 2023 Fethi Bouzeffour
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On a solution to a functional equation
, 2018 We offer a solution to a functional equation using properties of the Mellin transform. A new criteria for the Riemann Hypothesis is offered as an application of our main result, through a functional relationship with the Riemann xi ...
Patkowski, Alexander E
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Mellin transform and subordination laws in fractional diffusion processes [PDF]
, 2007 Francesco Mainardi +2 more
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New applications of the Mellin transform to automorphic L-fuctions [PDF]
, 2023 Laurent Clozel
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, 2013 Functional integrals are defined in terms of locally compact topological groups and their associated Banach-valued Haar integrals. This approach generalizes the functional integral scheme of Cartier and DeWitt-Morette. The definition allows a construction of functional Mellin transforms.
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Gruss Type Discrete Inequalities in Normed Linear Spaces, Revisited
, 2003 Some sharp inequalities of Gruss type for sequences of vectors in real or complex normed linear spaces are obtained. Applications for the discrete Fourier and Mellin transform are given.
Dragomir, Sever Silvestru
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